Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49345.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43410.21 Kr¶

PnL: ---------------------------------------> -1465.37 Kr¶

DD now: ---------------------------------> -7.106 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 17:04:30.792419'

Anic Portfolio¶

Today¶

Return: 0.257 %¶

This Week¶

Return: -2.77 %¶

Total portfolio value¶

Return including deposits: 61.545 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.200000 1529.270000 106.270000 7.470000 1423.000014
Hennes & Mauritz B 6 1.770000 933.120000 21.120000 2.320000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.330000 952.700000 2.700000 0.280000 950.000002
Atrium Ljungberg B 5 -0.440000 899.500000 -4.500000 -0.500000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
INVISIO 15 -0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.690000 982.000000 -11.000000 -1.110000 993.000000
Bufab 3 0.280000 1061.400000 -14.600000 -1.360000 1076.000001
BioGaia B 8 -1.330000 888.800000 -15.200000 -1.680000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
OX2 12 -0.340000 888.000000 -21.000000 -2.310000 909.000000
Creaspac SPAC 40 -0.100000 3812.000000 -22.000000 -0.570000 3834.000000
Vitrolife 3 -0.910000 652.200000 -24.800000 -3.660000 677.000001
AcadeMedia 20 -1.410000 952.400000 -25.600000 -2.620000 978.000000
Alimak Group 12 -0.490000 978.000000 -29.000000 -2.880000 1007.000004
Hexatronic Group 15 -0.140000 1039.800000 -31.200000 -2.910000 1071.000000
Investor B 3 -0.430000 626.100000 -31.900000 -4.850000 657.999999
Latour B 4 -0.820000 822.800000 -33.200000 -3.880000 856.000000
Sandvik 4 -1.020000 813.600000 -34.400000 -4.060000 848.000000
Platzer Fastigheter Holding B 12 0.530000 914.400000 -36.600000 -3.850000 951.000000
EQT 4 0.970000 835.600000 -37.400000 -4.280000 873.000000
Addnode Group B 7 -0.640000 867.300000 -37.700000 -4.170000 904.999998
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Sagax B 4 -1.170000 845.600000 -39.400000 -4.450000 885.000000
SKF B 5 -0.660000 938.250000 -41.750000 -4.260000 980.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Gränges 10 -2.210000 996.500000 -42.500000 -4.090000 1039.000000
Catena 2 -0.160000 761.600000 -44.400000 -5.510000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -1.940000 1937.150000 -108.850000 -5.320000 2045.999980
Hexagon B 26 -0.820000 3311.100000 -108.900000 -3.180000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 1.090000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43410.210000 -1465.370000 -7.10603% 44875.578016

Updated:¶

'2023-06-22 17:04:47.474974'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶